+5.1%
NXPI vs XYL
-21.7%
+26.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +0.7% | -1.2% | +1.9% | +1.0% |
| 30D | -4.2% | -13.2% | +9.0% | -0.3% |
| 3M | -20.4% | -0.2% | -20.3% | -21.4% |
| 6M | +12.5% | -12.5% | +25.0% | +15.4% |
| YTD | +5.2% | -20.9% | +26.1% | +8.5% |
| 1Y | +5.1% | -21.6% | +26.7% | +8.2% |
| All | +5.1% | -21.7% | +26.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling